GOOG Options History — October 2024

In October 2024, GOOG traded between $162.59 and $177.07. ATM implied volatility averaged 33.9%, placing in the 68.9% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 17.1% (HV 20d: 16.8%). Max pain ranged from $160.00 to $165.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.45.

Notable Days

2024-10-30: Highest Volume — 479,932 contracts
2024-10-30: Largest IV drop — 31.3% change
2024-10-28: Highest IV Rank — 90.9%
2024-10-29: Largest Expected Move — 13.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$167.08	$162.59	$177.07	$168.94	$173.57
Max Pain	$162.61	$160.00	$165.00	$160.00	$160.00
ATM IV	33.9%	26.2%	38.6%	32.8%	27.0%
Expected Move	9.8%	7.1%	13.3%	7.1%	8.5%
HV 20d	16.8%	14.5%	22.3%	22.0%	20.6%
HV 60d	24.2%	20.5%	26.4%	26.4%	21.8%
IV Rank	68.9%	32.7%	90.9%	63.6%	36.2%
IV Percentile	88.0%	55.2%	99.6%	85.7%	58.7%
Term Structure	-1.5%	-2.9%	-0.3%	-0.6%	-0.3%
VWIV	34.4%	25.4%	46.3%	25.7%	29.3%
Skew 25d	2.3%	0.8%	3.0%	2.5%	2.9%
Skew 10d	5.3%	1.3%	7.2%	6.1%	7.2%
Call IV 25d	32.8%	25.2%	37.1%	31.8%	26.1%
Put IV 25d	35.1%	27.1%	38.7%	34.3%	29.0%
Bid-Ask Spread %	2.74	1.97	4.65	2.18	3.25
Gamma HHI	0.11	0.08	0.18	0.11	0.10
Net GEX	138.5M	64.3M	281.0M	176.9M	178.6M
Net DEX	-3.77B	-6.45B	-2.64B	-4.33B	-4.89B
Net VEX	-27.2M	-28.6M	-26.2M	-28.2M	-27.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.45	0.30	0.65	0.45	0.47
Total Volume	125,547.261	54,286	479,932	141,267	229,430
Total OI	1,279,798.913	1,169,876	1,429,173	1,241,760	1,429,173

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2024-10-01	$168.94	$160.00	32.8%	7.1%	22.0%	63.6%	25.7%	2.5%	-0.6%	176.9M	-4.33B	-28.2M	0.45	2.18	97,181	44,086	717,954	523,806
2024-10-02	$167.89	$160.00	33.0%	7.3%	22.2%	64.7%	25.4%	2.5%	-0.5%	168.3M	-4.07B	-28.6M	0.45	1.97	40,652	18,295	731,039	539,691
2024-10-03	$167.32	$165.00	34.3%	9.5%	22.3%	70.8%	32.9%	2.5%	-0.4%	169.9M	-3.94B	-28.6M	0.49	2.97	37,169	18,038	740,604	543,837
2024-10-04	$168.22	$165.00	33.0%	9.2%	16.9%	64.8%	32.8%	2.6%	-0.4%	211.9M	-4.25B	-28.0M	0.30	3.41	80,850	24,243	745,381	546,265
2024-10-07	$164.78	$165.00	35.7%	9.8%	16.4%	77.4%	34.1%	3.0%	-1.8%	95.5M	-3.17B	-27.9M	0.46	4.02	53,607	24,417	716,256	530,765
2024-10-08	$165.34	$165.00	34.6%	9.5%	16.2%	72.4%	32.5%	2.9%	-1.5%	101.7M	-3.30B	-27.5M	0.39	2.61	39,067	15,219	728,350	539,714
2024-10-09	$162.59	$165.00	34.3%	9.3%	17.9%	70.8%	32.7%	2.9%	-1.7%	64.3M	-2.64B	-27.0M	0.57	2.57	102,588	58,781	738,202	541,877
2024-10-10	$163.28	$165.00	33.7%	9.3%	16.4%	68.2%	33.4%	2.8%	-1.7%	83.4M	-2.90B	-27.1M	0.65	2.61	54,853	35,394	759,512	553,064
2024-10-11	$165.13	$165.00	33.2%	9.2%	15.1%	65.5%	31.8%	2.5%	-1.7%	176.4M	-3.40B	-26.9M	0.39	2.00	60,339	23,724	769,068	558,429
2024-10-14	$166.91	$165.00	32.7%	9.2%	15.4%	63.2%	31.9%	2.3%	-1.3%	144.2M	-3.73B	-26.8M	0.34	2.56	56,086	18,887	730,661	543,761
2024-10-15	$166.51	$165.00	33.7%	9.6%	15.4%	68.2%	33.8%	2.2%	-1.4%	143.3M	-3.65B	-26.9M	0.41	2.91	55,265	22,747	737,453	546,062
2024-10-16	$166.61	$165.00	33.9%	9.7%	15.4%	69.0%	33.8%	2.5%	-1.8%	145.7M	-3.71B	-26.8M	0.55	2.88	40,433	22,229	744,838	549,159
2024-10-17	$164.81	$165.00	34.2%	9.9%	14.6%	70.2%	34.4%	1.9%	-1.9%	95.0M	-3.19B	-26.8M	0.58	2.71	73,381	42,329	759,531	557,987
2024-10-18	$165.20	$165.00	33.4%	9.7%	14.6%	66.4%	36.1%	2.1%	-1.7%	157.4M	-3.42B	-26.4M	0.37	3.28	68,277	25,111	775,594	560,427
2024-10-21	$165.66	$160.00	33.9%	10.2%	14.5%	69.0%	35.3%	1.9%	-2.1%	107.1M	-3.25B	-26.2M	0.46	2.28	39,611	18,135	669,036	500,840
2024-10-22	$166.50	$160.00	34.5%	10.4%	14.6%	71.6%	36.4%	1.9%	-2.1%	118.1M	-3.44B	-26.4M	0.36	2.31	45,523	16,460	678,418	506,823
2024-10-23	$164.53	$160.00	35.8%	11.0%	15.2%	77.7%	38.2%	2.2%	-2.0%	97.5M	-3.08B	-26.7M	0.36	1.98	65,435	23,629	695,135	511,833
2024-10-24	$164.70	$160.00	36.0%	11.2%	15.0%	79.0%	39.0%	1.9%	-2.4%	101.0M	-3.17B	-26.8M	0.47	2.47	65,707	30,845	711,824	518,284
2024-10-25	$166.88	$160.00	36.9%	11.6%	15.4%	82.9%	40.4%	2.0%	-2.9%	118.1M	-3.76B	-27.2M	0.57	2.07	86,892	49,640	728,619	529,570
2024-10-28	$168.66	$160.00	38.6%	13.1%	15.7%	90.9%	45.8%	1.6%	-2.1%	108.1M	-4.01B	-27.6M	0.42	2.37	111,833	47,092	700,742	530,458
2024-10-29	$171.68	$160.00	38.1%	13.3%	16.1%	88.9%	46.3%	0.8%	-2.4%	142.2M	-4.89B	-27.9M	0.49	4.65	217,586	106,589	743,624	548,655
2024-10-30	$177.07	$160.00	26.2%	7.9%	19.1%	32.7%	28.1%	1.9%	-0.5%	281.0M	-6.45B	-26.7M	0.41	2.92	341,482	138,450	809,212	593,842
2024-10-31	$173.57	$160.00	27.0%	8.5%	20.6%	36.2%	29.3%	2.9%	-0.3%	178.6M	-4.89B	-27.6M	0.47	3.25	156,195	73,235	816,620	612,553